Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900)
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scientific article; zbMATH DE number 6053736
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| English | Discrete-time approximation of multidimensional BSDEs with oblique reflections |
scientific article; zbMATH DE number 6053736 |
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Discrete-time approximation of multidimensional BSDEs with oblique reflections (English)
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8 July 2012
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bacjkward stochastic differential equations (BSDEs) with oblique reflections
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discrete time approximation
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switching problems
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0.8756225109100342
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0.8734539747238159
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0.8417254090309143
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0.8395019769668579
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0.8335137963294983
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